+89.4%
PAAS vs FGI
-70.3%
+159.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | -11.6% | +11.2% | -0.4% |
| 30D | -11.6% | -3.3% | -8.3% | -11.6% |
| 3M | -15.6% | +65.6% | -81.2% | -15.6% |
| 6M | -19.1% | -2.8% | -16.4% | -18.5% |
| YTD | -20.9% | +30.1% | -51.1% | -21.8% |
| 1Y | +21.3% | +50.2% | -28.9% | +19.5% |
| 3Y | +177.4% | -0.4% | +177.8% | +168.5% |
| All | +89.4% | -70.3% | +159.8% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling